+62.6%
IOT vs ED
+53.1%
+9.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | +0.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.9% |
| 30D | -1.8% | +1.1% | -2.9% | -1.5% |
| 3M | +17.9% | +4.6% | +13.2% | +19.3% |
| 6M | +13.5% | -2.0% | +15.5% | +13.5% |
| YTD | +13.3% | +11.7% | +1.6% | +16.2% |
| 1Y | -3.3% | +15.7% | -19.1% | 0.0% |
| 3Y | +31.3% | +34.4% | -3.0% | +34.0% |
| All | +62.6% | +53.1% | +9.4% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling